+1,333.4%
ADM vs MTCH
+14,607.2%
-13,273.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +3.8% | +0.7% | +3.1% | +3.7% |
| 30D | +9.8% | +9.7% | 0.0% | +8.8% |
| 3M | +2.1% | +21.1% | -18.9% | +0.2% |
| 6M | +27.5% | +37.5% | -10.0% | +23.4% |
| YTD | +50.2% | +31.9% | +18.3% | +45.8% |
| 1Y | +40.6% | +14.6% | +26.0% | +38.1% |
| 3Y | +17.2% | -6.2% | +23.4% | +15.8% |
| 5Y | +61.9% | -70.6% | +132.5% | +73.6% |
| 10Y | +159.3% | +185.6% | -26.3% | +116.7% |
| All | +1,333.4% | +14,607.2% | -13,273.7% | +923.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling